Key stats
About VictoryShares US 500 Enhanced Volatility Wtd ETF
Expense ratio
0.37%
Home page
Inception date
Jul 1, 2014
CFO attempts to provide broad exposure to US large-caps while reducing the amount of attendant volatility. To this end, it employs three moving parts: a simple quality screen, low-volatility weighting, and a cash toggle. The quality screen removes firms with negative earnings over the past four quarters. Low-volatility weighting gives more weight to stocks with lower price variability and ignores correlations. CFO then adds a cash toggle that is triggered by a 10% drop from CFA's all-time high and moves 75% into cash. In severe downturns, CFO will leg back in as stock prices drop.
Classification
Returns
| 1 month | 3 months | Year to date | 1 year | 3 years | 5 years | |
|---|---|---|---|---|---|---|
| Price performance | — | — | — | — | — | — |
| NAV total return | — | — | — | — | — | — |
What's in the fund
Exposure type
Finance
Technology Services
Stocks99.64%
Finance17.50%
Technology Services10.89%
Electronic Technology9.02%
Utilities7.20%
Health Technology7.14%
Producer Manufacturing6.96%
Consumer Non-Durables6.03%
Consumer Services5.70%
Retail Trade5.03%
Process Industries4.21%
Industrial Services3.66%
Transportation2.80%
Energy Minerals2.71%
Commercial Services2.63%
Health Services2.37%
Distribution Services2.08%
Consumer Durables1.41%
Non-Energy Minerals1.22%
Communications0.89%
Miscellaneous0.18%
Bonds, Cash & Other0.36%
Cash0.36%
Stock breakdown by region
North America100.00%
Latin America0.00%
Europe0.00%
Asia0.00%
Africa0.00%
Middle East0.00%
Oceania0.00%
Top 10 holdings
Dividends
Dividend payout history